An Analytical Foundation for Emerging Methods in Stochastic Fractional Analysis
Year: 2025
Type: article
Abstract: . Stochastic processes governed by a new fractional Brownian motion are thoroughly examined in this paper. Building on the foundational work of El-Borai and El-Nadi, we offer advanced analytical techniques to study these processes, which are distinguished by their memory effects and long-range interdependence. Our approach uses fractional stochastic calculus, fractional stochastic analysis, and fixed-point theorems to provide a solid mathematical basis to deal with these complicated systems. The study makes a substantial contribution to the subject by explicitly solving fractional stochastic differential equations, analyzing their statistical properties with characteristic and moment-generating functions, and proving the existence and uniqueness of solutions within this new framework.
Author: Khairia EL-Said EL-Nadi, Mohamed EL-Shindidy, BH. Ahmed
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6930922687
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